A review is given of the theory of the generation of ultrashort light pulses in lasers with bleachable filters. Attention is mainly concentrated on the statistical aspects of the formation of ultrashort light pulses in such lasers. The topics discussed include the formation of laser modes, the narrowing of the spectrum in the stage before the bleaching of the filter, the transformation of the field profile during the bleaching process, the statistics of the appearance of single ultrashort pulses, and the influence of the gain saturation on the time characteristics of the radiation. Several additional effects, which influence the final structure of the radiation, are considered. A quantitative theory is given of the widely used two-photon method for measuring ultrashort pulses and a basic shortcoming of this method is pointed out: it is not possible to find whether one or many pulses appear in a given period.